package scientific.stats.continuous
import std.math.*
import std.unittest.*
import std.unittest.testmacro.*
import scientific.numbers.*
import scientific.stats.random.*
/*
* Log of Probability density function
*/
public func halfcauchyLogPDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < 0.0) {
throw IllegalArgumentException("halfcauchyLogPDF: input value out of bound.")
}
let res = log(2.0) - log(Float64.getPI()) - log(1.0 + y * y)
return res - log(scale)
}
/*
* Probability density function
*/
public func halfcauchyPDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < 0.0) {
throw IllegalArgumentException("halfcauchyPDF: input value out of bound.")
}
let temp = halfcauchyLogPDF(x, loc: loc, scale: scale)
return exp(temp)
}
/*
* Cumulative probability density function
*/
public func halfcauchyCDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < 0.0) {
throw IllegalArgumentException("halfcauchyPDF: input value out of bound.")
}
return 2.0 / Float64.getPI() * atan(y)
}
/*
* Cumulative probability density function
*/
public func halfcauchyLogCDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < 0.0) {
throw IllegalArgumentException("halfcauchyLogCDF: input value out of bound.")
}
let temp = halfcauchyCDF(x, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("halfcauchyLogCDF: return-value too small.")
}
return log(temp)
}
/*
* PPF
*/
public func halfcauchyPPF(q: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("halfcauchyPPF: quantile out of bound.")
}
let temp = 0.5 * Float64.getPI() * q
let res = tan(temp)
return res * scale + loc
}
/*
* compute the mean
*/
public func halfcauchyMean(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
return Float64.Inf
}
/*
* compute the var
*/
public func halfcauchyVar(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
return Float64.Inf
}
/*
* compute the std
*/
public func halfcauchyStd(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
return Float64.Inf
}
@Test
public class TestHalfCauchy {
@TestCase
func testHalfcauchy(): Unit {
@Assert(approxEqual(halfcauchyLogPDF(3.0, loc: 2.0, scale: 1.0), -1.1447298858494002, atol:1e-13))
@Assert(approxEqual(halfcauchyLogCDF(3.0, loc: 2.0, scale: 1.0), -0.6931471805599453, atol:1e-13))
@Assert(approxEqual(halfcauchyPPF(0.7, loc: 2.0, scale: 1.0), 3.9626105055051504, atol:1e-13))
}
}